+206.7%
MGY vs WST
+262.2%
-55.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +10.1% | -4.6% | +14.7% | +11.0% |
| 3M | -1.5% | +5.7% | -7.2% | -2.5% |
| 6M | -4.9% | +37.6% | -42.5% | -10.3% |
| YTD | +27.7% | +23.0% | +4.6% | +22.5% |
| 1Y | +20.1% | +33.8% | -13.8% | +13.3% |
| 3Y | +24.9% | -13.4% | +38.2% | +21.6% |
| 5Y | +91.6% | -27.0% | +118.5% | +85.3% |
| All | +206.7% | +262.2% | -55.5% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling